Fixed Income Fund Ownership Tracker — SEC N-PORT

Who holds this bond? Reverse-lookup any CUSIP or ISIN across 12,000+ registered mutual funds and ETFs using SEC Form N-PORT — the same quarterly holding disclosure that institutional desks pay Bloomberg PORT and BlackRock Aladdin tens of thousands per year to aggregate.

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The Problem

Fixed income markets manage over $50 trillion in U.S. outstanding debt, yet buy-side positioning data remains one of the most opaque corners of capital markets. Unlike equities — where 13F filings are commoditized — bond holder intelligence is locked behind enterprise terminals or scattered across thousands of unstructured EDGAR filings.

Form N-PORT changed this in 2019. Every registered U.S. fund must now disclose its complete portfolio monthly, including CUSIP-level detail on coupon, maturity, par value, fair value, issuer category, and asset classification. This actor turns that raw regulatory data into structured, queryable ownership intelligence — in under 2 minutes.

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Five Query Modes

1. CUSIP Lookup — "Who holds this bond?"

Enter any 9-character CUSIP. Get every fund holding that security, sorted by position size, with fair value, % of NAV, and filing-date detail.

{
  "mode": "cusip_lookup",
  "cusip": "037833BS8",
  "max_results": 500
}

Example result: Apple Inc 3.2% bond held by 2,494 funds totaling $7.64B in disclosed fair value.

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2. ISIN Lookup

Same as CUSIP lookup but using a 12-character ISIN — useful for cross-referencing Euroclear/Clearstream identifiers or for securities where the ISIN is easier to source than the CUSIP.

{
  "mode": "isin_lookup",
  "isin": "US037833BS80"
}

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3. Issuer Search — Full Exposure Mapping

Surface every holding from a given issuer across the full N-PORT universe. Partial matching supported — "JPMORGAN" captures all JPM-issued debt regardless of subsidiary or entity.

{
  "mode": "issuer_search",
  "issuer_name": "FORD MOTOR"
}

Use case: Pre-trade intelligence for a new issue. Which accounts already hold existing paper from this issuer?

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4. Concentration Analysis — Crowded Trade Detection

Quantifies how concentrated ownership is for any CUSIP using the Herfindahl-Hirschman Index (HHI). Returns top-10 holders ranked by fair value, aggregate holder count, and distribution statistics.

{
  "mode": "concentration_analysis",
  "cusip": "037833BS8"
}

HHI > 2,500 = highly concentrated register. Monitor for forced-selling risk in stressed credits.

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5. Category Filter — Sector-Level Screening

Screen the entire N-PORT universe by issuer type or asset class. Particularly valuable for agency, muni, and structured credit markets where holder data is otherwise nearly impossible to source.

By issuer category:

Code	Sector
CORP	IG and HY corporate bonds
UST	U.S. Treasuries, TIPS, T-bills
AGEN / AGSE	Ginnie Mae, Fannie Mae, Freddie Mac, FHLB
MUN	Municipal GO, revenue, taxable munis
NUSS	Sovereign and supranational debt

By asset category:

Code	Product Type
DBT	Vanilla debt — corporates, governments
ABS-MBS	Agency/non-agency MBS, CMBS
ABS-CBDO	CLOs, CDOs, collateralized bond obligations
ABS-ABCP	Asset-backed commercial paper
LON	Bank loans, leveraged loans

{
  "mode": "filter_by_category",
  "filter_type": "issuer_category",
  "filter_value": "MUN",
  "max_results": 1000
}

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Output Structure

Each run returns a single JSON result with:

{
  "query": { "type": "cusip_lookup", "cusip": "037833BS8" },
  "security_info": {
    "cusip": "037833BS8",
    "issuer": "APPLE INC",
    "title": "APPLE INC 3.2% 2025",
    "coupon_rate": 3.2,
    "maturity_date": "2025-05-11",
    "issuer_category": "Corporate",
    "asset_category": "Debt Security"
  },
  "summary": {
    "total_fund_holders": 2494,
    "total_fair_value_across_funds": 7640000000.00,
    "avg_fair_value_per_fund": 3063738.00
  },
  "holdings": [
    {
      "registrant": "VANGUARD FIXED INCOME SECURITIES FUNDS",
      "fund_name": "Vanguard Total Bond Market Index Fund",
      "cusip": "037833BS8",
      "isin": "US037833BS80",
      "issuer_name": "APPLE INC",
      "security_title": "APPLE INC 3.2% 2025",
      "issuer_category": "Corporate",
      "asset_category": "Debt Security",
      "coupon_rate": 3.2,
      "maturity_date": "2025-05-11",
      "coupon_type": "Fixed",
      "fair_value_usd": 485000000.00,
      "par_value": 480000000.00,
      "pct_of_fund_nav": 0.18,
      "fund_total_assets": 320000000000.00,
      "fund_net_assets": 318000000000.00,
      "is_in_default": "N",
      "interest_in_arrears": "N",
      "is_pik": "N",
      "filing_date": "2024-09-30",
      "accession_number": "0000932471-24-021583"
    }
  ]
}

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Who Uses This

Role	Workflow
Credit traders	Identify natural buyer base before secondary offerings. Spot crowded registers before trading.
Credit analysts	Monitor concentration as an early warning for spread widening in stressed credits.
Risk management	Detect fund-universe crowding before forced-selling events using HHI scoring.
Muni analysts	Map fund exposure to specific states or revenue bond types across the fragmented muni market.
Structured credit	Screen all CLO/MBS holders to identify funds warehousing structured exposure.
FinTech / data products	Power bond ownership widgets, credit dashboards, or fixed income screeners via API.
Academic research	Study herding behavior, flow-driven price pressure, and ownership effects in fixed income.

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Data Source & Coverage

• Source: SEC EDGAR Form N-PORT Quarterly Bulk Data (DERA public dataset)
• Universe: ~12,000+ registered open-end funds, ETFs, and variable annuity portfolios
• Coverage: All SEC-registered fund AUM — approximately $30 trillion in disclosed assets
• Lag: ~60 days from fiscal quarter-end to public availability
• Asset classes: IG/HY corporate bonds, U.S. Treasuries, agency MBS, municipal bonds, CLOs, ABS, convertibles, sovereign debt, TIPS
• Not included: Hedge funds, private funds, separately managed accounts, insurance general accounts, and foreign entities not registered with the SEC

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Pricing

Pay-per-event — pay only for what you run.

Event	Price
Actor start (per query)	$0.60
Per result item returned	$0.01

Example costs:

• CUSIP lookup returning 100 holders: $1.60 (start + 100 items)
• CUSIP lookup returning 500 holders: $5.60 (start + 500 items)
• Issuer search returning 1,000 holdings: $10.60

For comparison: Bloomberg PORT charges approximately $2,000/month for similar institutional ownership analytics. This actor delivers the same underlying EDGAR data with no subscription required.

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Technical Specifications

Parameter	Value
Memory required	8 GB (processes full N-PORT bulk ZIP in-memory)
Typical run time	90–150 seconds (EDGAR download + parse + query)
Input file size	~450 MB ZIP, ~32 TSV files
Output format	JSON (one result record per run)
Max results default	500 (configurable via max_results)

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Limitations

• Holdings data is quarterly point-in-time, not real-time intraday flow data (see FINRA TRACE for real-time trade reporting)
• ~60-day publication lag from each quarter-end
• Only covers SEC-registered open-end funds and ETFs registered under the Investment Company Act of 1940
• Position fair values reflect fund-reported methodology (mark-to-market, matrix pricing, BVAL) and may differ from mid-market prices

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Legal Notice

This actor accesses exclusively public data from SEC EDGAR. All data originates from official mandatory regulatory filings in the public domain (17 C.F.R. § 270.30b1-9). Not affiliated with or endorsed by the U.S. Securities and Exchange Commission. Users are responsible for compliance with applicable regulations governing the use of securities holdings data in their jurisdiction.